+836.0%
CAH vs LVS
+67.7%
+768.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +1.7% | -3.9% | +5.6% | +2.2% |
| 3M | +17.9% | -12.9% | +30.7% | +19.6% |
| 6M | +10.9% | -16.9% | +27.9% | +12.9% |
| YTD | +17.9% | -31.2% | +49.1% | +22.2% |
| 1Y | +61.7% | -16.4% | +78.1% | +63.8% |
| 3Y | +183.7% | -4.4% | +188.2% | +179.6% |
| 5Y | +401.3% | +6.7% | +394.7% | +376.9% |
| 10Y | +293.7% | +1.4% | +292.2% | +270.2% |
| All | +836.0% | +67.7% | +768.2% | +663.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling